A Monthly Effect In Stock Returns
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A Monthly Effect in Stock Returns
Author | : Ariel A |
Publsiher | : Hardpress Publishing |
Total Pages | : 58 |
Release | : 2013-12 |
Genre | : Electronic Book |
ISBN | : 1314719203 |
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Unlike some other reproductions of classic texts (1) We have not used OCR(Optical Character Recognition), as this leads to bad quality books with introduced typos. (2) In books where there are images such as portraits, maps, sketches etc We have endeavoured to keep the quality of these images, so they represent accurately the original artefact. Although occasionally there may be certain imperfections with these old texts, we feel they deserve to be made available for future generations to enjoy.
A Monthly Effect in Stock Returns
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Author | : Robert A. Ariel,Sloan School of Management |
Publsiher | : Unknown |
Total Pages | : 28 |
Release | : 1984 |
Genre | : Stock price forecasting |
ISBN | : OCLC:15349511 |
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A Monthly Effect in Stock Returns
Author | : Robert A. Ariel,Sloan School Of Management |
Publsiher | : Palala Press |
Total Pages | : 52 |
Release | : 2018-03-03 |
Genre | : History |
ISBN | : 1379114314 |
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This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
The Incredible January Effect
Author | : Robert A. Haugen,Josef Lakonishok |
Publsiher | : McGraw-Hill Professional Publishing |
Total Pages | : 154 |
Release | : 1987 |
Genre | : Business & Economics |
ISBN | : UIUC:30112081701903 |
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The Incredible January Effect digs into one of the mysteries of the stock market--that for decades, certain kinds of securities have been producing unaccountably high returns during the first month of the year. Enlightening and highly useful.
Stock Market Anomalies
Author | : Elroy Dimson |
Publsiher | : CUP Archive |
Total Pages | : 328 |
Release | : 1988-03-17 |
Genre | : Business & Economics |
ISBN | : 0521341043 |
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An Empirical Analysis of Calendar Anomalies in Stock Returns Evidence from India
Author | : Dr. Sitaram Pandey ,Dr. Amitava Samanta |
Publsiher | : Book Rivers |
Total Pages | : 227 |
Release | : 2022-03-09 |
Genre | : Antiques & Collectibles |
ISBN | : 9789355152480 |
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Calendar Anomalies and Arbitrage
Author | : W. T. Ziemba |
Publsiher | : World Scientific |
Total Pages | : 607 |
Release | : 2012 |
Genre | : Business & Economics |
ISBN | : 9789814405461 |
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This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.
Risk and Return in Asian Emerging Markets
Author | : N. Cakici,K. Topyan |
Publsiher | : Springer |
Total Pages | : 347 |
Release | : 2014-08-13 |
Genre | : Business & Economics |
ISBN | : 9781137359070 |
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Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants by comparing and contrasting behavioral model variables with predictive forecasting methods.